NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.48 |
76.25 |
1.77 |
2.4% |
75.81 |
| High |
75.57 |
76.25 |
0.68 |
0.9% |
77.45 |
| Low |
74.27 |
74.75 |
0.48 |
0.6% |
74.19 |
| Close |
75.03 |
75.50 |
0.47 |
0.6% |
75.71 |
| Range |
1.30 |
1.50 |
0.20 |
15.4% |
3.26 |
| ATR |
1.94 |
1.91 |
-0.03 |
-1.6% |
0.00 |
| Volume |
6,843 |
10,612 |
3,769 |
55.1% |
52,978 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.00 |
79.25 |
76.33 |
|
| R3 |
78.50 |
77.75 |
75.91 |
|
| R2 |
77.00 |
77.00 |
75.78 |
|
| R1 |
76.25 |
76.25 |
75.64 |
75.88 |
| PP |
75.50 |
75.50 |
75.50 |
75.31 |
| S1 |
74.75 |
74.75 |
75.36 |
74.38 |
| S2 |
74.00 |
74.00 |
75.23 |
|
| S3 |
72.50 |
73.25 |
75.09 |
|
| S4 |
71.00 |
71.75 |
74.68 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.56 |
83.90 |
77.50 |
|
| R3 |
82.30 |
80.64 |
76.61 |
|
| R2 |
79.04 |
79.04 |
76.31 |
|
| R1 |
77.38 |
77.38 |
76.01 |
76.58 |
| PP |
75.78 |
75.78 |
75.78 |
75.39 |
| S1 |
74.12 |
74.12 |
75.41 |
73.32 |
| S2 |
72.52 |
72.52 |
75.11 |
|
| S3 |
69.26 |
70.86 |
74.81 |
|
| S4 |
66.00 |
67.60 |
73.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.05 |
74.16 |
2.89 |
3.8% |
1.56 |
2.1% |
46% |
False |
False |
8,138 |
| 10 |
77.45 |
70.66 |
6.79 |
9.0% |
1.80 |
2.4% |
71% |
False |
False |
9,437 |
| 20 |
77.45 |
66.90 |
10.55 |
14.0% |
1.90 |
2.5% |
82% |
False |
False |
9,212 |
| 40 |
77.45 |
63.01 |
14.44 |
19.1% |
1.81 |
2.4% |
86% |
False |
False |
7,376 |
| 60 |
77.45 |
63.01 |
14.44 |
19.1% |
1.64 |
2.2% |
86% |
False |
False |
6,062 |
| 80 |
77.45 |
56.45 |
21.00 |
27.8% |
1.56 |
2.1% |
91% |
False |
False |
5,006 |
| 100 |
77.45 |
56.18 |
21.27 |
28.2% |
1.46 |
1.9% |
91% |
False |
False |
4,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.63 |
|
2.618 |
80.18 |
|
1.618 |
78.68 |
|
1.000 |
77.75 |
|
0.618 |
77.18 |
|
HIGH |
76.25 |
|
0.618 |
75.68 |
|
0.500 |
75.50 |
|
0.382 |
75.32 |
|
LOW |
74.75 |
|
0.618 |
73.82 |
|
1.000 |
73.25 |
|
1.618 |
72.32 |
|
2.618 |
70.82 |
|
4.250 |
68.38 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.50 |
75.40 |
| PP |
75.50 |
75.30 |
| S1 |
75.50 |
75.21 |
|